Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51724.0 Kr¶

'#-------------------------------#'
'New Equity High!!!'
'Max Equity: -----------------------------------------> 51724.0 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 51724.0 Kr¶

Portfolio value: --------------------------> 48517.58 Kr¶

PnL: ---------------------------------------> -562.59 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:27:49.134761'

Anic Portfolio¶

Today¶

Return: 8.83 %¶

This Week¶

Return: 8.83 %¶

Total¶

Return: 69.331 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.510000 784.000000 111.000000 16.490000 673.000000
Nordea Bank Abp 29 0.840000 3544.380000 90.380000 2.620000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.020000 3420.800000 43.800000 1.300000 3377.000000
Resurs Holding 22 -0.290000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 1.280000 586.800000 29.800000 5.350000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.850000 384.500000 29.500000 8.310000 355.000000
Swedbank A 3 0.610000 592.950000 28.950000 5.130000 564.000000
OEM International B 7 0.130000 548.100000 20.100000 3.810000 527.999997
Fasadgruppen Group 38 3.800000 4157.200000 17.400000 0.420000 4139.799990
Intrum 4 -0.800000 543.600000 16.600000 3.150000 527.000000
Eastnine 4 -0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.450000 579.480000 9.480000 1.660000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.890000 249.600000 3.600000 1.460000 246.000000
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Corem Property Group B 59 -5.580000 579.380000 2.380000 0.410000 576.999999
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.870000 1639.200000 -14.800000 -0.890000 1653.999996
CTEK 13 -0.590000 506.610000 -27.390000 -5.130000 533.999999
Sampo Oyj SDB 7 1.110000 3822.000000 -28.000000 -0.730000 3850.000000
Essity B 2 1.910000 544.600000 -29.400000 -5.120000 574.000000
International Petroleum Corp. 5 -2.790000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 4.110000 3007.800000 -75.000000 -2.430000 3082.800006
OX2 22 1.060000 1785.300000 -202.900000 -10.210000 1988.199994
Axfood 15 1.950000 4078.500000 -220.300000 -5.120000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48517.580000 -562.590000 0.0% 49080.164634

Updated:¶

'2023-01-30 15:28:02.440072'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶